Profit Margin Hedging
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- Chad E. Hart & Sergio H. Lence & Dermot J. Hayes & Na Jin, 2016.
"Price Mean Reversion, Seasonality, and Options Markets,"
American Journal of Agricultural Economics,
Agricultural and Applied Economics Association, vol. 98(3), pages 707-725.
- Hart, Chad & Lence, Sergio H & Hayes, Dermot J. & Jin, Na, 2015. "Price Mean Reversion, Seasonality, and Options Markets," ISU General Staff Papers 201508170700001577, Iowa State University, Department of Economics.
- Hart, Chad & Lence, Sergio H & Hayes, Dermot J. & Jin, Na, 2015. "Price Mean Reversion, Seasonality, and Options Markets," ISU General Staff Papers 201501010800001065, Iowa State University, Department of Economics.
- Jacobs, Keri & Li, Ziran & Hayes, Dermot, 2016. "Price responses in forward contracting: do we limit the upside and expose the downside?," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235539, Agricultural and Applied Economics Association.
- Sanders, Daniel J. & Baker, Timothy G., 2012. "Hedgers’ Participation in Futures Markets Under Varying Price Regimes," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124872, Agricultural and Applied Economics Association.
- Hatchett, Robert B. & Brorsen, B. Wade & Anderson, Kim B., 2010.
"Optimal Length of Moving Average to Forecast Futures Basis,"
Journal of Agricultural and Resource Economics,
Western Agricultural Economics Association, vol. 35(1), pages 1-16.
- Hatchett, Robert B. & Brorsen, B. Wade & Anderson, Kim B., 2009. "Optimal Length of Moving Average to Forecast Futures Basis," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53048, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
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